A risk tolerance model for portfolio adjusting problem with transaction costs based on possibilistic moments (Q659258): Difference between revisions
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scientific article
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English | A risk tolerance model for portfolio adjusting problem with transaction costs based on possibilistic moments |
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A risk tolerance model for portfolio adjusting problem with transaction costs based on possibilistic moments (English)
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10 February 2012
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portfolio adjusting
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possibilistic moment
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transaction costs
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SMO-type decomposition method
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